-32.1%
BABA vs DOCU
-71.6%
+39.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +4.3% | -3.7% | +8.0% | +5.2% |
| 30D | -5.0% | +15.0% | -19.9% | -8.3% |
| 3M | -18.4% | +39.9% | -58.3% | -25.5% |
| 6M | -20.3% | +66.2% | -86.4% | -31.0% |
| YTD | -27.5% | +17.7% | -45.2% | -32.1% |
| 1Y | -35.3% | +13.7% | -49.0% | -39.1% |
| 3Y | +31.2% | +95.9% | -64.8% | -3.7% |
| 5Y | -32.1% | -71.7% | +39.6% | -26.4% |
| All | -32.1% | -71.6% | +39.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling